Nonlinear filtering and smoothing
Subtitle: an introduction to martingales, stochastic integrals, and estimation
By: Venkatarama Krishnan.
Publisher: Dover Publications
Published: 2005
Place of publication: Mineola, NY
Language: eng
Subjects: Martingales (Mathematics); Stochastic integrals.; Estimation theory.
Notes: Includes bibliographical references and index.
"This Dover edition, first published in 2005, is an augmented republication of the work originally published by John Wiley & Sons, New York, in 1984. The author has written a new preface to the Dover edition and has provided an Errata list."